Performance analysis of the optimal strategy under partial information
Ahmed Bel Hadj Ayed, Grégoire Loeper, Sofiene El Aoud and Frédéric Abergel
| Year of publication: |
March 2017
|
|---|---|
| Authors: | Bel Hadj Ayed, Ahmed ; Loeper, Grégoire ; El Aoud, Sofiene ; Abergel, Frédéric |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 20.2017, 2, p. 1-21
|
| Subject: | Optimal trading strategy | partial observation | Sharpe ratio | stochastic calculus | Theorie | Theory | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Unvollkommene Information | Incomplete information |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024917500169 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011686856